Strategy Tester Report
Nice_Shot_USDJPY_M5_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2025.02.28 23:55 (2004.01.01 - 2025.03.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumber=21070311; FixLots=0.1; Slippage=3; MaxSpread=7; MoneyManage=false; RiskRate=200; GMT_Title=""; GMT=9; _summertime=""; Summertime=1; maxposition=1; | ||||
| テストバー数 | 1580576 | モデルティック数 | 351086875 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 905589.41 | 総利益 | 2038729.87 | 総損失 | -1133140.47 |
| プロフィットファクタ | 1.80 | 期待利得 | 708.04 | ||
| 絶対ドローダウン | 6703.84 | 最大ドローダウン | 55697.47 (2.90%) | 相対ドローダウン | 2.90% (55697.47) |
| 総取引数 | 1279 | 売りポジション(勝率%） | 576 (70.14%) | 買いポジション(勝率%） | 703 (70.98%) |
| 勝率(%) | 903 (70.60%) | 負率 (%) | 376 (29.40%) | ||
| 最大 | 勝トレード | 7091.28 | 敗トレード | -11583.84 | |
| 平均 | 勝トレード | 2257.73 | 敗トレード | -3013.67 | |
| 最大 | 連勝(金額) | 17 (35045.74) | 連敗(金額) | 6 (-7450.85) | |
| 最大 | 連勝(トレード数) | 51676.59 (12) | 連敗(トレード数) | -36652.98 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 2101 | 2016.03.11 15:30 | buy | 701 | 0.10 | 113.619 | 0.000 | 0.000 | ||
| 2102 | 2016.03.11 15:30 | modify | 701 | 0.10 | 113.619 | 112.519 | 114.319 | ||
| 2103 | 2016.03.14 00:05 | close | 701 | 0.10 | 113.932 | 112.519 | 114.319 | 3160.43 | 1605063.33 |
| 2104 | 2016.03.23 02:20 | buy | 702 | 0.10 | 112.239 | 0.000 | 0.000 | ||
| 2105 | 2016.03.23 02:20 | modify | 702 | 0.10 | 112.239 | 111.139 | 112.939 | ||
| 2106 | 2016.03.23 07:35 | close | 702 | 0.10 | 112.446 | 111.139 | 112.939 | 2070.00 | 1607133.33 |
| 2107 | 2016.03.24 13:10 | buy | 703 | 0.10 | 112.704 | 0.000 | 0.000 | ||
| 2108 | 2016.03.24 13:10 | modify | 703 | 0.10 | 112.704 | 111.604 | 113.404 | ||
| 2109 | 2016.03.24 21:40 | close | 703 | 0.10 | 112.834 | 111.604 | 113.404 | 1300.00 | 1608433.33 |
| 2110 | 2016.04.07 20:30 | sell | 704 | 0.10 | 108.357 | 0.000 | 0.000 | ||
| 2111 | 2016.04.07 20:30 | modify | 704 | 0.10 | 108.357 | 109.457 | 107.657 | ||
| 2112 | 2016.04.08 00:25 | close | 704 | 0.10 | 108.125 | 109.457 | 107.657 | 2138.72 | 1610572.05 |
| 2113 | 2016.04.25 02:10 | buy | 705 | 0.10 | 111.514 | 0.000 | 0.000 | ||
| 2114 | 2016.04.25 02:10 | modify | 705 | 0.10 | 111.514 | 110.414 | 112.214 | ||
| 2115 | 2016.04.25 20:00 | close | 705 | 0.10 | 111.232 | 110.414 | 112.214 | -2820.00 | 1607752.05 |
| 2116 | 2016.04.28 16:20 | sell | 706 | 0.10 | 108.539 | 0.000 | 0.000 | ||
| 2117 | 2016.04.28 16:20 | modify | 706 | 0.10 | 108.539 | 109.639 | 107.839 | ||
| 2118 | 2016.04.28 20:05 | close | 706 | 0.10 | 108.269 | 109.639 | 107.839 | 2700.00 | 1610452.05 |
| 2119 | 2016.05.10 02:55 | buy | 707 | 0.10 | 108.296 | 0.000 | 0.000 | ||
| 2120 | 2016.05.10 02:55 | modify | 707 | 0.10 | 108.296 | 107.196 | 108.996 | ||
| 2121 | 2016.05.10 04:50 | close | 707 | 0.10 | 108.691 | 107.196 | 108.996 | 3950.00 | 1614402.05 |
| 2122 | 2016.05.12 16:40 | buy | 708 | 0.10 | 108.994 | 0.000 | 0.000 | ||
| 2123 | 2016.05.12 16:40 | modify | 708 | 0.10 | 108.994 | 107.894 | 109.694 | ||
| 2124 | 2016.05.13 15:35 | close | 708 | 0.10 | 109.192 | 107.894 | 109.694 | 2010.43 | 1616412.47 |
| 2125 | 2016.05.17 15:55 | buy | 709 | 0.10 | 109.223 | 0.000 | 0.000 | ||
| 2126 | 2016.05.17 15:55 | modify | 709 | 0.10 | 109.223 | 108.123 | 109.923 | ||
| 2127 | 2016.05.18 05:15 | close | 709 | 0.10 | 109.221 | 108.123 | 109.923 | 10.43 | 1616422.90 |
| 2128 | 2016.05.20 20:35 | buy | 710 | 0.10 | 110.250 | 0.000 | 0.000 | ||
| 2129 | 2016.05.20 20:35 | modify | 710 | 0.10 | 110.250 | 109.150 | 110.950 | ||
| 2130 | 2016.05.23 20:24 | s/l | 710 | 0.10 | 109.150 | 109.150 | 110.950 | -10969.57 | 1605453.33 |
| 2131 | 2016.07.01 02:30 | buy | 711 | 0.10 | 103.112 | 0.000 | 0.000 | ||
| 2132 | 2016.07.01 02:30 | modify | 711 | 0.10 | 103.112 | 102.012 | 103.812 | ||
| 2133 | 2016.07.04 06:00 | close | 711 | 0.10 | 102.742 | 102.012 | 103.812 | -3669.57 | 1601783.75 |
| 2134 | 2016.07.05 15:25 | sell | 712 | 0.10 | 101.890 | 0.000 | 0.000 | ||
| 2135 | 2016.07.05 15:25 | modify | 712 | 0.10 | 101.890 | 102.990 | 101.190 | ||
| 2136 | 2016.07.05 17:05 | close | 712 | 0.10 | 101.527 | 102.990 | 101.190 | 3630.00 | 1605413.75 |
| 2137 | 2016.07.05 22:40 | sell | 713 | 0.10 | 101.670 | 0.000 | 0.000 | ||
| 2138 | 2016.07.05 22:40 | modify | 713 | 0.10 | 101.670 | 102.770 | 100.970 | ||
| 2139 | 2016.07.06 02:05 | close | 713 | 0.10 | 101.592 | 102.770 | 100.970 | 598.72 | 1606012.47 |
| 2140 | 2016.07.06 16:20 | sell | 714 | 0.10 | 100.843 | 0.000 | 0.000 | ||
| 2141 | 2016.07.06 16:20 | modify | 714 | 0.10 | 100.843 | 101.943 | 100.143 | ||
| 2142 | 2016.07.06 16:25 | close | 714 | 0.10 | 100.865 | 101.943 | 100.143 | -220.00 | 1605792.47 |
| 2143 | 2016.07.12 02:25 | buy | 715 | 0.10 | 102.646 | 0.000 | 0.000 | ||
| 2144 | 2016.07.12 02:25 | modify | 715 | 0.10 | 102.646 | 101.546 | 103.346 | ||
| 2145 | 2016.07.12 04:05 | close | 715 | 0.10 | 102.988 | 101.546 | 103.346 | 3420.00 | 1609212.47 |
| 2146 | 2016.07.14 17:50 | buy | 716 | 0.10 | 105.399 | 0.000 | 0.000 | ||
| 2147 | 2016.07.14 17:50 | modify | 716 | 0.10 | 105.399 | 104.299 | 106.099 | ||
| 2148 | 2016.07.15 03:55 | close | 716 | 0.10 | 105.627 | 104.299 | 106.099 | 2310.43 | 1611522.90 |
| 2149 | 2016.07.22 16:40 | buy | 717 | 0.10 | 105.902 | 0.000 | 0.000 | ||
| 2150 | 2016.07.22 16:40 | modify | 717 | 0.10 | 105.902 | 104.802 | 106.602 | ||
| 2151 | 2016.07.22 18:00 | close | 717 | 0.10 | 106.268 | 104.802 | 106.602 | 3660.00 | 1615182.90 |
| 2152 | 2016.07.26 17:00 | sell | 718 | 0.10 | 104.630 | 0.000 | 0.000 | ||
| 2153 | 2016.07.26 17:00 | modify | 718 | 0.10 | 104.630 | 105.730 | 103.930 | ||
| 2154 | 2016.07.27 06:00 | s/l | 718 | 0.10 | 105.728 | 105.730 | 103.930 | -11161.28 | 1604021.62 |
| 2155 | 2016.08.08 21:30 | buy | 719 | 0.10 | 102.386 | 0.000 | 0.000 | ||
| 2156 | 2016.08.08 21:30 | modify | 719 | 0.10 | 102.386 | 101.286 | 103.086 | ||
| 2157 | 2016.08.09 04:45 | close | 719 | 0.10 | 102.492 | 101.286 | 103.086 | 1090.43 | 1605112.05 |
| 2158 | 2016.09.01 00:55 | buy | 720 | 0.10 | 103.348 | 0.000 | 0.000 | ||
| 2159 | 2016.09.01 00:55 | modify | 720 | 0.10 | 103.348 | 102.248 | 104.048 | ||
| 2160 | 2016.09.01 09:05 | close | 720 | 0.10 | 103.394 | 102.248 | 104.048 | 460.00 | 1605572.05 |
| 2161 | 2016.09.01 17:25 | buy | 721 | 0.10 | 103.373 | 0.000 | 0.000 | ||
| 2162 | 2016.09.01 17:25 | modify | 721 | 0.10 | 103.373 | 102.273 | 104.073 | ||
| 2163 | 2016.09.02 04:35 | close | 721 | 0.10 | 103.410 | 102.273 | 104.073 | 400.43 | 1605972.47 |
| 2164 | 2016.09.05 16:15 | sell | 722 | 0.10 | 103.446 | 0.000 | 0.000 | ||
| 2165 | 2016.09.05 16:15 | modify | 722 | 0.10 | 103.446 | 104.546 | 102.746 | ||
| 2166 | 2016.09.06 09:55 | close | 722 | 0.10 | 103.456 | 104.546 | 102.746 | -281.28 | 1605691.20 |
| 2167 | 2016.09.08 00:40 | buy | 723 | 0.10 | 101.693 | 0.000 | 0.000 | ||
| 2168 | 2016.09.08 00:40 | modify | 723 | 0.10 | 101.693 | 100.593 | 102.393 | ||
| 2169 | 2016.09.08 03:00 | close | 723 | 0.10 | 101.838 | 100.593 | 102.393 | 1450.00 | 1607141.20 |
| 2170 | 2016.09.09 02:15 | buy | 724 | 0.10 | 102.291 | 0.000 | 0.000 | ||
| 2171 | 2016.09.09 02:15 | modify | 724 | 0.10 | 102.291 | 101.191 | 102.991 | ||
| 2172 | 2016.09.09 13:10 | close | 724 | 0.10 | 102.344 | 101.191 | 102.991 | 530.00 | 1607671.20 |
| 2173 | 2016.09.12 00:05 | buy | 725 | 0.10 | 102.641 | 0.000 | 0.000 | ||
| 2174 | 2016.09.12 00:05 | modify | 725 | 0.10 | 102.641 | 101.541 | 103.341 | ||
| 2175 | 2016.09.13 01:05 | close | 725 | 0.10 | 101.986 | 101.541 | 103.341 | -6519.57 | 1601151.62 |
| 2176 | 2016.09.14 12:05 | buy | 726 | 0.10 | 102.812 | 0.000 | 0.000 | ||
| 2177 | 2016.09.14 12:05 | modify | 726 | 0.10 | 102.812 | 101.712 | 103.512 | ||
| 2178 | 2016.09.14 16:00 | close | 726 | 0.10 | 102.808 | 101.712 | 103.512 | -40.00 | 1601111.62 |
| 2179 | 2016.09.15 02:45 | sell | 727 | 0.10 | 102.569 | 0.000 | 0.000 | ||
| 2180 | 2016.09.15 02:45 | modify | 727 | 0.10 | 102.569 | 103.669 | 101.869 | ||
| 2181 | 2016.09.15 04:40 | close | 727 | 0.10 | 102.196 | 103.669 | 101.869 | 3730.00 | 1604841.62 |
| 2182 | 2016.09.19 00:05 | buy | 728 | 0.10 | 102.220 | 0.000 | 0.000 | ||
| 2183 | 2016.09.19 00:05 | modify | 728 | 0.10 | 102.220 | 101.120 | 102.920 | ||
| 2184 | 2016.09.19 02:35 | close | 728 | 0.10 | 102.385 | 101.120 | 102.920 | 1650.00 | 1606491.62 |
| 2185 | 2016.09.21 20:50 | sell | 729 | 0.10 | 100.864 | 0.000 | 0.000 | ||
| 2186 | 2016.09.21 20:50 | modify | 729 | 0.10 | 100.864 | 101.964 | 100.164 | ||
| 2187 | 2016.09.22 03:08 | t/p | 729 | 0.10 | 100.162 | 101.964 | 100.164 | 6476.16 | 1612967.78 |
| 2188 | 2016.09.23 16:10 | sell | 730 | 0.10 | 101.071 | 0.000 | 0.000 | ||
| 2189 | 2016.09.23 16:10 | modify | 730 | 0.10 | 101.071 | 102.171 | 100.371 | ||
| 2190 | 2016.09.26 02:55 | close | 730 | 0.10 | 100.855 | 102.171 | 100.371 | 1978.72 | 1614946.51 |
| 2191 | 2016.09.30 02:45 | sell | 731 | 0.10 | 101.247 | 0.000 | 0.000 | ||
| 2192 | 2016.09.30 02:45 | modify | 731 | 0.10 | 101.247 | 102.347 | 100.547 | ||
| 2193 | 2016.09.30 03:40 | close | 731 | 0.10 | 101.008 | 102.347 | 100.547 | 2390.00 | 1617336.51 |
| 2194 | 2016.10.06 02:50 | buy | 732 | 0.10 | 103.386 | 0.000 | 0.000 | ||
| 2195 | 2016.10.06 02:50 | modify | 732 | 0.10 | 103.386 | 102.286 | 104.086 | ||
| 2196 | 2016.10.06 09:15 | close | 732 | 0.10 | 103.647 | 102.286 | 104.086 | 2610.00 | 1619946.51 |
| 2197 | 2016.10.10 23:25 | buy | 733 | 0.10 | 103.612 | 0.000 | 0.000 | ||
| 2198 | 2016.10.10 23:25 | modify | 733 | 0.10 | 103.612 | 102.512 | 104.312 | ||
| 2199 | 2016.10.11 03:05 | close | 733 | 0.10 | 103.857 | 102.512 | 104.312 | 2480.43 | 1622426.93 |
| 2200 | 2016.10.12 00:35 | sell | 734 | 0.10 | 103.551 | 0.000 | 0.000 | ||
| 2201 | 2016.10.12 00:35 | modify | 734 | 0.10 | 103.551 | 104.651 | 102.851 | ||
| 2202 | 2016.10.12 02:10 | close | 734 | 0.10 | 103.375 | 104.651 | 102.851 | 1760.00 | 1624186.93 |
| 2203 | 2016.10.24 23:55 | buy | 735 | 0.10 | 104.179 | 0.000 | 0.000 | ||
| 2204 | 2016.10.24 23:55 | modify | 735 | 0.10 | 104.179 | 103.079 | 104.879 | ||
| 2205 | 2016.10.25 01:40 | close | 735 | 0.10 | 104.332 | 103.079 | 104.879 | 1560.43 | 1625747.36 |
| 2206 | 2016.11.07 14:05 | buy | 736 | 0.10 | 104.292 | 0.000 | 0.000 | ||
| 2207 | 2016.11.07 14:05 | modify | 736 | 0.10 | 104.292 | 103.192 | 104.992 | ||
| 2208 | 2016.11.07 17:30 | close | 736 | 0.10 | 104.568 | 103.192 | 104.992 | 2760.00 | 1628507.36 |
| 2209 | 2016.11.15 01:30 | buy | 737 | 0.10 | 108.176 | 0.000 | 0.000 | ||
| 2210 | 2016.11.15 01:30 | modify | 737 | 0.10 | 108.176 | 107.076 | 108.876 | ||
| 2211 | 2016.11.15 15:40 | close | 737 | 0.10 | 108.548 | 107.076 | 108.876 | 3720.00 | 1632227.36 |
| 2212 | 2016.11.16 15:40 | buy | 738 | 0.10 | 109.301 | 0.000 | 0.000 | ||
| 2213 | 2016.11.16 15:40 | modify | 738 | 0.10 | 109.301 | 108.201 | 110.001 | ||
| 2214 | 2016.11.16 15:45 | close | 738 | 0.10 | 109.363 | 108.201 | 110.001 | 620.00 | 1632847.36 |
| 2215 | 2016.11.21 23:05 | buy | 739 | 0.10 | 110.783 | 0.000 | 0.000 | ||
| 2216 | 2016.11.21 23:05 | modify | 739 | 0.10 | 110.783 | 109.683 | 111.483 | ||
| 2217 | 2016.11.22 08:45 | close | 739 | 0.10 | 111.054 | 109.683 | 111.483 | 2740.43 | 1635587.79 |
| 2218 | 2016.11.30 01:05 | sell | 740 | 0.10 | 112.531 | 0.000 | 0.000 | ||
| 2219 | 2016.11.30 01:05 | modify | 740 | 0.10 | 112.531 | 113.631 | 111.831 | ||
| 2220 | 2016.11.30 02:10 | close | 740 | 0.10 | 112.264 | 113.631 | 111.831 | 2670.00 | 1638257.79 |
| 2221 | 2016.12.07 21:15 | sell | 741 | 0.10 | 113.983 | 0.000 | 0.000 | ||
| 2222 | 2016.12.07 21:15 | modify | 741 | 0.10 | 113.983 | 115.083 | 113.283 | ||
| 2223 | 2016.12.08 04:15 | close | 741 | 0.10 | 113.528 | 115.083 | 113.283 | 4006.16 | 1642263.95 |
| 2224 | 2016.12.15 15:45 | buy | 742 | 0.10 | 117.686 | 0.000 | 0.000 | ||
| 2225 | 2016.12.15 15:45 | modify | 742 | 0.10 | 117.686 | 116.586 | 118.386 | ||
| 2226 | 2016.12.15 17:01 | t/p | 742 | 0.10 | 118.386 | 116.586 | 118.386 | 7000.00 | 1649263.95 |
| 2227 | 2016.12.19 21:00 | sell | 743 | 0.10 | 117.195 | 0.000 | 0.000 | ||
| 2228 | 2016.12.19 21:00 | modify | 743 | 0.10 | 117.195 | 118.295 | 116.495 | ||
| 2229 | 2016.12.21 04:35 | close | 743 | 0.10 | 117.598 | 118.295 | 116.495 | -4392.56 | 1644871.39 |
| 2230 | 2016.12.23 22:15 | sell | 744 | 0.10 | 117.329 | 0.000 | 0.000 | ||
| 2231 | 2016.12.23 22:15 | modify | 744 | 0.10 | 117.329 | 118.429 | 116.629 | ||
| 2232 | 2016.12.26 02:55 | close | 744 | 0.10 | 117.061 | 118.429 | 116.629 | 2498.72 | 1647370.11 |
| 2233 | 2016.12.30 16:50 | buy | 745 | 0.10 | 116.736 | 0.000 | 0.000 | ||
| 2234 | 2016.12.30 16:50 | modify | 745 | 0.10 | 116.736 | 115.636 | 117.436 | ||
| 2235 | 2017.01.02 09:05 | close | 745 | 0.10 | 116.907 | 115.636 | 117.436 | 1740.43 | 1649110.54 |
| 2236 | 2017.01.04 21:35 | sell | 746 | 0.10 | 117.669 | 0.000 | 0.000 | ||
| 2237 | 2017.01.04 21:35 | modify | 746 | 0.10 | 117.669 | 118.769 | 116.969 | ||
| 2238 | 2017.01.05 02:03 | t/p | 746 | 0.10 | 116.968 | 118.769 | 116.969 | 6466.16 | 1655576.70 |
| 2239 | 2017.01.05 11:30 | sell | 747 | 0.10 | 116.607 | 0.000 | 0.000 | ||
| 2240 | 2017.01.05 11:30 | modify | 747 | 0.10 | 116.607 | 117.707 | 115.907 | ||
| 2241 | 2017.01.05 15:35 | close | 747 | 0.10 | 116.162 | 117.707 | 115.907 | 4450.00 | 1660026.70 |
| 2242 | 2017.01.19 11:25 | buy | 748 | 0.10 | 114.483 | 0.000 | 0.000 | ||
| 2243 | 2017.01.19 11:25 | modify | 748 | 0.10 | 114.483 | 113.383 | 115.183 | ||
| 2244 | 2017.01.19 15:35 | close | 748 | 0.10 | 115.013 | 113.383 | 115.183 | 5300.00 | 1665326.70 |
| 2245 | 2017.01.20 15:40 | buy | 749 | 0.10 | 114.924 | 0.000 | 0.000 | ||
| 2246 | 2017.01.20 15:40 | modify | 749 | 0.10 | 114.924 | 113.824 | 115.624 | ||
| 2247 | 2017.01.23 01:46 | s/l | 749 | 0.10 | 113.825 | 113.824 | 115.624 | -10959.57 | 1654367.13 |
| 2248 | 2017.01.27 11:50 | buy | 750 | 0.10 | 114.932 | 0.000 | 0.000 | ||
| 2249 | 2017.01.27 11:50 | modify | 750 | 0.10 | 114.932 | 113.832 | 115.632 | ||
| 2250 | 2017.01.27 14:55 | close | 750 | 0.10 | 115.234 | 113.832 | 115.632 | 3020.00 | 1657387.13 |